+5,213.0%
PCAR vs INSM
-21.1%
+5,234.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -0.5% | +6.5% | -7.0% | -0.8% |
| 30D | -6.2% | +27.5% | -33.8% | -7.5% |
| 3M | +5.9% | +20.4% | -14.5% | +4.6% |
| 6M | +0.4% | -15.7% | +16.1% | +0.6% |
| YTD | +14.8% | -27.4% | +42.3% | +15.8% |
| 1Y | +30.1% | -11.4% | +41.5% | +29.7% |
| 3Y | +66.7% | +457.8% | -391.2% | +47.9% |
| 5Y | +166.1% | +343.0% | -176.8% | +136.2% |
| 10Y | +353.7% | +848.1% | -494.5% | +270.2% |
| All | +5,213.0% | -21.1% | +5,234.1% | +3,644.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded INSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling